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Theorie
Theory
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Engle, Robert F.
129
Ghysels, Eric
117
Jasiak, Joann
9
Rosenberg, Joshua V.
9
Gouriéroux, Christian
8
Granger, C. W. J.
8
Ledoit, Olivier
8
Manganelli, Simone
8
Wolf, Michael
8
Andreou, Elena
7
Cipollini, Fabrizio
7
De Nard, Gianluca
7
Gallo, Giampiero M.
7
Hall, Alastair R.
7
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6
Renault, Eric
6
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6
Swanson, Norman R.
6
Coulson, N. Edward
5
Garcia, René
5
Andrade, Philippe
4
Babii, Andrii
4
Ball, Ryan T.
4
Bollerslev, Tim
4
Gagliardini, Patrick
4
Hylleberg, Svend
4
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4
Kane, Alex
4
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4
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4
Canova, Fabio
3
Dufour, Alfonso
3
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3
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3
Lee, Hahn-shik
3
Meng, Jinghan
3
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3
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3
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3
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3
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9
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1
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Journal of econometrics
17
Discussion paper / Department of Economics, University of California San Diego
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
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13
Cahier / Département de Sciences Économiques, Université de Montréal
9
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7
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7
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6
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6
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6
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5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Handbooks in economics
4
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4
The journal of finance : the journal of the American Finance Association
4
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4
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Restoring financial stability : how to repair a failed system
2
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ECONIS (ZBW)
246
EconStor
2
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1
The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho
;
Sohn, Bumjean
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
Saved in:
2
Long-term perspective on the stock market matters in asset pricing
Park, Heungju
;
Sohn, Bumjean
- In:
Finance research letters
16
(
2016
),
pp. 162-170
Persistent link: https://www.econbiz.de/10011656148
Saved in:
3
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
4
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
6
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
Saved in:
7
L'analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10001164056
Saved in:
8
Seasonal adjustment and other data transformations
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
Saved in:
9
On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
Saved in:
10
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
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